+4.7%
MDT vs JCI
+37.7%
-33.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.2% |
| 7D | +3.2% | +3.8% | -0.6% | +3.4% |
| 30D | +9.5% | -5.7% | +15.2% | +9.1% |
| 3M | +16.0% | -1.4% | +17.4% | +16.0% |
| 6M | +0.2% | +4.1% | -3.9% | -0.3% |
| YTD | -0.3% | +21.7% | -22.0% | +1.9% |
| 1Y | +4.7% | +36.1% | -31.4% | +7.7% |
| All | +4.7% | +37.7% | -33.0% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling